Summary
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA9UEMFP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0524923973
Last Value
724.95
+6.15 (+0.86%)
As of
CETWeek to Week Change
1.63%
52 Week Change
34.15%
Year to Date Change
5.06%
Daily Low
722.11
Daily High
728.68
52 Week Low
540.41 — 31 Jan 2024
52 Week High
724.95 — 30 Jan 2025
Top 10 Components
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
Apple Inc. | US |
AT&T Inc. | US |
SPOTIFY TECHNOLOGY | US |
Bank of New York Mellon Corp. | US |
AFLAC Inc. | US |
Ameriprise Financial Inc. | US |
AXON ENTERPRISE | US |
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